Quantitative Developer - Cross Asset Risk

JR United Kingdom; London; On-site; GBP 60,000 - 100,000; Full time

Job summary

A leading systematic hedge fund is on the lookout for a talented Quantitative Developer to enhance their internal risk systems. This exciting opportunity allows you to work alongside a successful Portfolio Manager and a skilled team, focusing on developing innovative solutions for risk management across diverse asset classes. You will play a crucial role in building pricing models and designing tools for back-testing trading strategies. With market-leading compensation packages and a collaborative environment, this position is perfect for those eager to make a significant impact in the financial industry.

Qualifications

• 3+ years of experience in quantitative development or financial industry.
• Strong C++ development experience with some Python skills.

Responsibilities

• Develop and optimise internal risk systems across multiple asset classes.
• Build pricing models for financial instruments based on derivatives.
• Design and maintain tools for back-testing complex trading strategies.

Skills

C++

Python

Quantitative Development

Education

Bachelor's degree in Computer Science

Master's degree in Applied Mathematics

Equivalent in Mathematics

Tools

Risk Systems

Pricing Models

Back-testing Tools

Job description

Job Description:

Our client, a Major Systematic Hedge Fund, is looking to hire a skilled Quantitative Developer to work directly with a highly successful Portfolio Manager and help develop an internal Cross-Asset risk system.

This role offers the opportunity to join one of the world's most acclaimed trading firms, collaborate with an exceptionally talented team, and earn market-leading compensation packages.

Responsibilities:

1. Develop and optimise internal risk systems spanning multiple asset classes, external databases, and electronic trading platforms. This involves upgrading systems, preserving data accuracy, and enhancing performance.
2. Build pricing models for financial instruments based on derivatives.
3. Design and maintain tools for back-testing complex trading strategies.

Minimum Requirements:

• Bachelor's or Master's degree in Computer Science, Applied Mathematics, or Physics, or equivalent in Mathematics.
• Strong C++ development experience with some Python skills.
• 3+ years of experience in quantitative development or a similar field in the financial industry.
• Experience working on Risk or Pricing systems.